+303.4%
CME vs XLB
+163.6%
+139.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +3.9% | +0.5% | +3.4% | +3.6% |
| 30D | +11.3% | +5.2% | +6.2% | +8.5% |
| 3M | +19.6% | +0.3% | +19.2% | +19.1% |
| 6M | +8.1% | +1.2% | +6.9% | +6.8% |
| YTD | +20.4% | +16.6% | +3.8% | +9.6% |
| 1Y | +16.5% | +21.4% | -4.9% | +3.7% |
| 3Y | +66.4% | +43.2% | +23.2% | +30.5% |
| 5Y | +74.5% | +28.0% | +46.4% | +44.5% |
| All | +303.4% | +163.6% | +139.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling